Beutler, Fredrick Joseph (1957) A generalization of Weiner optimum filtering and prediction. Dissertation (Ph.D.), California Institute of Technology. http://resolver.caltech.edu/CaltechETD:etd-07082004-135353
This work generalizes the Wiener-Kolmogorov theory of optimum linear filtering and prediction of stationary random inputs. It is assumed that signal and noise have passed through a random device before being available for filtering and prediction. A random device is a unit whose behavior depends on an unknown parameter for which an a priori probability distribution is given.
Use of representation theorems and a Hilbert space structure make it possible to present the mathematical theory without the ambiguities encountered in engineering derivations. This approach also leads to a proof of the essential identity between the operator solution and a realizable lumped parameter filter.
A number of engineering applications are cited. A few of these are worked out in some detail to illustrate the optimization procedure.
|Item Type:||Thesis (Dissertation (Ph.D.))|
|Degree Grantor:||California Institute of Technology|
|Division:||Engineering and Applied Science|
|Major Option:||Engineering and Applied Science|
|Thesis Availability:||Public (worldwide access)|
|Defense Date:||1 January 1957|
|Default Usage Policy:||No commercial reproduction, distribution, display or performance rights in this work are provided.|
|Deposited By:||Imported from ETD-db|
|Deposited On:||13 Jul 2004|
|Last Modified:||26 Dec 2012 02:54|
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